Re: NDSolve Method?
- To: mathgroup at smc.vnet.net
- Subject: [mg3438] Re: NDSolve Method?
- From: Sebastian Bauer <bauer at sunmail.lrz-muenchen.de>
- Date: Thu, 7 Mar 1996 02:24:41 -0500
- Organization: Institute B for Mechanics, TU Muenchen, GERMANY
- Sender: owner-wri-mathgroup at wolfram.com
I have kept an Article from John Fultz (WRI Technical Support) about this question: =============================================================================== Article: 1024 of comp.soft-sys.math.mathematica >From: John Fultz <jfultz at wri.com> >To: mathgroup at smc.vnet.net >Subject: Re: [mg1604] NDSolve algorithm According to the Mathematica FAQ on the Web (http://www.wri.com/techsupport/)... :::::::::: NDSolve uses an Adams Predictor-Corrector method for non-stiff differential equations and backward difference formulas (Gear method) for stiff differential equations. It switches between the two methods using heuristics based on the adaptively selected step size. It starts with the non-stiff method under essentially all conditions, and checks for the advisability of switching methods every 10 or 20 steps. The algorithms and the heuristics for switching between algorithms are described in the following references: Alan C. Hindmarsh, "ODEPACK: A Systematized Collection of ODE Solvers", in Scientific Computing, R. S. Stepleman et. al. (eds). North-Holland, Amsterdam (1983), pp. 55-64. Linda R. Petzold, "Automatic Selection of Methods for Solving Stiff and Nonstiff Systems of Ordinary Differential Equations", SIAM Journal of Scientific and Statistical Computing, 4 (1983), pp. 136-148. ============================================================================== This methods were originally used for the FORTRAN ode-solver package ODEPACK (public available on NETLIB). I hope, that covers what you wanted to know. Sebastian -- Dipl.-Ing. Sebastian Bauer <bauer at lbm.mw.tu-muenchen.de> Institute B for Mechanics, Technical University of Munich Luisenstrasse 37a, 80290 Muenchen phone: (001-49) 89 - 2105 3204, FAX: (001-49) 89 - 2105 3209 WWW: http://www.lbm.mw.tu-muenchen.de/People/bauer.html ==== [MESSAGE SEPARATOR] ====